Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 11.13% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 599'618 | 308'082 | 50'923 CHF | 29'246 CHF | 100.00% | 100.00% |
12.07.2024 | 10.77% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 579'498 | 299'100 | 50'921 CHF | 29'286 CHF | 97.75% | 97.75% |
11.07.2024 | 12.36% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 663'716 | 345'394 | 50'383 CHF | 29'680 CHF | 99.15% | 99.15% |
10.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 725'000 | 375'000 | 50'750 CHF | 30'000 CHF | 99.76% | 99.76% |
09.07.2024 | 12.56% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 676'908 | 350'950 | 50'496 CHF | 29'691 CHF | 100.00% | 100.00% |
08.07.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 618'036 | 322'371 | 49'537 CHF | 29'068 CHF | 98.99% | 98.99% |
05.07.2024 | 11.11% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 600'000 | 300'000 | 50'997 CHF | 28'498 CHF | 100.00% | 100.00% |
04.07.2024 | 11.08% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 595'499 | 303'031 | 50'772 CHF | 28'870 CHF | 98.16% | 98.16% |
03.07.2024 | 12.26% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 658'351 | 341'674 | 50'405 CHF | 29'577 CHF | 100.00% | 100.00% |
02.07.2024 | 11.73% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 623'417 | 321'739 | 50'051 CHF | 29'039 CHF | 100.00% | 100.00% |